Skip to Content
Symphonies
UPRO for the long term of TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | okhi2u
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical market timer. If the S&P 500 is in an uptrend, it’s mostly triple‑long S&P; if signals get “too hot” or fear rises, it flips to short, bonds, or volatility funds. In downtrends it prefers short or bonds, with occasional bounce trades.
NutHow it works
1) First, it checks trend: if the S&P 500 (SPY) is above its 200‑day average (long‑term uptrend), it plays offense; otherwise, defense. RSI is a 0–100 gauge of how fast price rose/fell lately (high = hot, low = oversold). Offense: usually hold a triple‑long S&P fund (SPXL). If Nasdaq looks very hot, switch to fear/volatility funds (UVXY/VIXY) or short S&P (SPXU). If turbulence spikes, hide in long Treasuries (TLT). Defense: favor SPXU or TLT; take brief SPXL bounces when very oversold; use UVXY/VIXY on fear spikes. This is very aggressive and can swing a lot.
CheckmarkValue prop
Out-of-sample annualized return ~52% vs SPY ~23%; Calmar ~1.15. A regime-based rotation that captures upside in uptrends while hedging risk, offering potential for strong growth. Note higher drawdowns than SPY - best for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.850.960.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
UPRO for the long term of TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | okhi2u
22,246,732.01%139.42%2.75%17.53%1.95
Initial Investment
$10,000.00
Final Value
$2,224,683,200.67
Regulatory Fees
$1,985,175.19
Total Slippage
$14,270,399.04
Invest in this strategy
OOS Start Date
Oct 27, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical asset allocation, market timing, regime filter, mean reversion, trend, leveraged etfs, volatility, bonds
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.82%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.